It depends on how sick they are and what sort of sick. My two have to be really, really ill before they will actually choose to lie down so I have to use my common sense rather than theirs. If they're sick as in stomach, head etc then I tend to let them do whatever they want on the basis that they will just stop when its too much. We've had beautiful sunny days over here lately but the nights have been freezing bringing lots of fog and frost, so I have been keeping them inside earlier in the morning and then towards the end of the afternoon when the air is starting to get damp because they've both had nasty coughs that just won't go away. I definitely prefer them to have some fresh air though when they're sick - I think its very underrated as a healing thing